+15,068.3%
PCAR vs PH
+25,185.5%
-10,117.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.5% | -3.1% | +2.6% | +1.3% |
| 30D | -6.2% | -3.2% | -3.0% | -4.8% |
| 3M | +5.9% | +10.6% | -4.7% | -0.4% |
| 6M | +0.4% | -2.1% | +2.5% | +1.0% |
| YTD | +14.8% | +10.2% | +4.6% | +7.9% |
| 1Y | +30.1% | +28.2% | +1.9% | +11.7% |
| 3Y | +66.7% | +134.9% | -68.2% | -1.7% |
| 5Y | +166.1% | +253.6% | -87.5% | +21.8% |
| 10Y | +353.7% | +804.7% | -451.1% | +9.8% |
| All | +15,068.3% | +25,185.5% | -10,117.2% | +765.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling